Graham Capital Management

Latest statistics and disclosures from Graham Capital Management's latest quarterly 13F-HR filing:

Companies in the Graham Capital Management portfolio as of September 2019 quarter

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
SPDR Gold Trust (GLD) 30.47 6.72M +34% 138.87
iShares Russell 2000 Index (IWM) 10.57 2.14M +103% 151.34
SPDR S&P; 500 ETF (SPY) 7.81 806850 NEW 296.76
Advanced Micro Devices Inc Note 2.125% 9/0 bond 4.81 39.45M 3.74
Medicines Company conv 4.17 84.03M +329% 1.52
Tesla Motors Inc bond 3.42 106.83M -23% 0.98
Consumer Staples Select Sect. SPDR (XLP) 3.20 1.60M NEW 61.42
Tesla Inc note 2.000% 5/1 2.96 89.00M NEW 1.02
Financial Select Sector SPDR (XLF) 2.78 3.04M +1469% 28.00
Ak Steel Corp. conv 2.20 67.32M 1.00
Energy Select Sector SPDR (XLE) 1.72 888010 +26% 59.20
iShares MSCI Brazil Index (EWZ) 1.38 1.00M +901% 42.13
Restoration Hardware Hldgs I dbcv 7/1 1.38 28.57M 1.48
Chesapeake Energy Corp convertible security 0.89 45.48M +47% 0.60
salesforce (CRM) 0.87 180000 +12% 148.44
Microsoft Corporation (MSFT) 0.84 185000 -19% 139.03
Caterpillar (CAT) 0.77 186000 +132% 126.31
Golar Lng Ltd convertible security 0.77 27.10M +65% 0.87
Dht 4.5 08/15/21 note 4.500% 8/1 0.72 19.35M NEW 1.14
Gopro Inc note 3.500% 4/1 added 0.69 21.00M -31% 1.01
Gds Hldgs Ltd note 0.67 19.68M NEW 1.04
Silver Standard Resources Inc note 2.875 2/0 added 0.65 19.87M 1.01
Zillow Group Inc note 2.000%12/0 0.62 18.90M +11% 1.00
Pretium Res Inc debt 2.250% 3/1 0.58 17.00M 1.05
Kaman Corp convertible security 0.57 15.38M 1.14
Iqiyi Inc. 0.55 1.04M +154% 16.13
Redwood Trust, Inc note 5.625 11/1 0.50 15.07M 1.01
Teva Pharm Finance Llc Cvt cv bnd 0.49 16.52M NEW 0.91
Intrexon Corp note 3.500% 7/0 0.49 24.00M +4% 0.63
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.47 14.57M 0.99
Ship Finance deb 0.47 13.32M 1.09
Intercept Pharmas conv 0.45 16.00M +33% 0.86
Boeing Company (BA) 0.43 35000 NEW 380.46
Redwood Trust Inc convertible security 0.42 12.50M 1.02
Opko Health Inc convertible security 0.42 15.55M +107% 0.82
iShares MSCI Emerging Markets Indx (EEM) 0.40 300000 NEW 40.87
California Res Corp Com New stock 0.40 1.20M NEW 10.20
Scorpio Tankers Inc note 3.000% 5/1 0.37 10.65M +6% 1.06
JPMorgan Chase & Co. (JPM) 0.35 90000 +200% 117.69
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.35 95600 NEW 113.35
Uber Technologies Inc Com 0.34 341600 NEW 30.47
Aphria Inc foreign stock 0.33 1.95M NEW 5.19
Glre 4 08/01/23 note 4.000% 8/0 0.31 10.00M NEW 0.94
iShares MSCI Hong Kong Index Fund (EWH) 0.30 400000 NEW 22.70
Broadcom Ltd 0.30 33000 NEW 276.06
Cisco Systems (CSCO) 0.28 175000 NEW 49.41
Visa (V) 0.28 50000 -79% 172.00
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.28 200000 NEW 42.72
Transocean Inc Deb 0.500 1/3 bond 0.28 10.50M NEW 0.83
Nio Inc spon ads 0.26 5.17M +529% 1.56
Alibaba Group Holding Ltd Spon 0.25 45000 -77% 167.22
Contura Energy 0.24 265958 27.96
Home Depot (HD) 0.23 30000 NEW 232.00
Gopro 0.23 1.39M +422% 5.18
Baozun 0.23 162600 NEW 42.70
Merck & Co (MRK) 0.22 80000 NEW 84.18
Sunpower Corp dbcv 4.000% 1/1 0.22 7.45M +181% 0.91
CME (CME) 0.21 30000 211.33
Verizon Communications (VZ) 0.20 100000 NEW 60.36
Mfa Financial note 6.250 6/1 0.20 6.00M NEW 1.03
General Electric Company (GE) 0.18 600000 NEW 8.94
Constellation Brands (STZ) 0.18 26000 NEW 207.27
Canopy Gro 0.17 231600 NEW 22.93
Novavax Inc note 3.750% 2/0 0.17 11.85M +37% 0.43
Qudian Inc Adr adr 0.17 750000 NEW 6.89
Two Hbrs Invt Corp note 6.250% 1/1 0.16 4.87M NEW 1.03
Exxon Mobil Corporation (XOM) 0.14 60000 NEW 70.60
NIKE (NKE) 0.14 45000 NEW 93.91
Accelerate Diagnostics Inc bond 0.14 5.00M NEW 0.83
4068594 Enphase Energy 0.12 166359 NEW 22.23
3M Company (MMM) 0.11 20000 NEW 164.40
SPDR S&P; Metals and Mining (XME) 0.11 135000 -10% 25.44
Realogy Hldgs 0.10 450000 NEW 6.68
Whiting Petroleum Corp Com 0.10 370000 +825% 8.03
GOLAR LNG Limited Com 0.09 210000 12.99
Whiting Pete Corp New Note 1.250% 4/0 bond 0.08 2.35M NEW 0.98
Aurora Cannabis Inc snc 0.07 502000 NEW 4.39
Talos Energy Inc Com stock 0.07 104963 +2% 20.32
Verastem Inc note 5.000%11/0 0.06 3.67M 0.47
Citigroup Inc 0.05 20000 NEW 69.05
Noble Corp Plc equity 0.04 1.07M +38% 1.27
Natural Resource Partners miscellaneous-ltd partnerships 0.04 44500 NEW 25.35
Best Inc sponsored ads 0.04 226504 NEW 5.28
Tilray Inc 0.04 50300 NEW 24.73
Nio Inc bond 0.04 4.35M 0.27
Aurora Cannabis Inc debt 5.500% 2/2 0.04 1.50M +11% 0.89
Novavax, Inc. 0.04 250000 NEW 5.02
Mcdermott International Inc mcdermott intl inc 0.03 485500 -7% 2.02
Rh Com Npv 0.02 2856 NEW 170.52
Iqiyi Inc bond 0.02 625000 0.99
Eagle Bulk Shipping Inc debt 5.000% 8/0 0.02 628000 NEW 1.07
Nii Holdings 0.01 192700 +18% 1.96

Past 13F-HR SEC Filings by Graham Capital Management

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